feat: improve dual solver

lsorber / neo-ls-svm

Neo LS-SVM is a modern Least-Squares Support Vector Machine implementation

MIT License

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Closed lsorber closed 6 months ago

lsorber commented 6 months ago

Lagrangian-based derivation of the dual solver.
Rederivation of the LOO residuals for the dual solver, along with a more efficient implementation.
Dual solver is selected for smaller problems (<= 1024 examples).
Improved handling of sample weight.